-99.7%
AMIX vs ETHA
-36.9%
-62.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -16.0% | -0.2% | -15.8% | -16.0% |
| 30D | -55.4% | -13.4% | -42.1% | -53.9% |
| 3M | -87.5% | +16.5% | -104.0% | -88.0% |
| 6M | -81.2% | -5.3% | -75.9% | -81.2% |
| YTD | -86.8% | -25.2% | -61.6% | -86.4% |
| 1Y | -91.6% | -32.9% | -58.7% | -91.1% |
| All | -99.7% | -36.9% | -62.8% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ETHA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling